文档介绍：The Bartlett Press, Inc. brockwel 8 · i · 2002 1:59 . Page i
Springer Texts in Statistics
Advisors:
e Casella Stephen Fienberg Ingram Olkin
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The Bartlett Press, Inc. brockwel 8 · i · 2002 1:59 . Page ii
The Bartlett Press, Inc. brockwel 8 · i · 2002 1:59 . Page iii
Peter J. Brockwell Richard A. Davis
Introduction
to Time Series
and Forecasting
Second Edition
With 126 Illustrations
Includes CD-ROM
13
The Bartlett Press, Inc. brockwel 8 · i · 2002 1:59 . Page iv
Peter J. Brockwell Richard A. Davis
Department of Statistics Department of Statistics
Colorado State University Colorado State University
Fort Collins, CO 80523 Fort Collins, CO 80523
USA USA
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Editorial Board
e Casella Stephen Fienberg Ingram Olkin
Department of Statistics Department of Statistics Department of Statistics
Griffin-Floyd Hall Carnegie Mellon University Stanford University
University of Florida Pittsburgh, PA 15213-3890 Stanford, CA 94305
. Box 118545 USA USA
Gainesville, FL 32611-8545
USA
Library of Congress Cataloging-in-Publication Data
Brockwell, Peter J.
Introduction to time series and forecasting / Peter J. Brockwell and Richard A. Davis.—2nd ed.
p. cm. —(Springer texts in statistics)
Includes bibliographical references and index.
ISBN 0-387-95351-5 (alk. paper)
1. Time-series analysis. I. Davis, Richard A. II. Title. III. Series.
2002
5—dc21 2001049262
Printed on acid-free paper.
© 2002, 1996 Springer-Verlag New York, Inc.
All rights reserved. This work may not be translated or copied in whole or in part without the written permission of
the publishers (Springer-Verlag New York, Inc., 175 Fifth Avenue, New York, NY 10010, USA), except for brief
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